+475.1%
MULL vs FFIV
+33.5%
+441.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.4% | -13.3% | -13.5% |
| 7D | -35.9% | -9.8% | -26.1% | -31.8% |
| 30D | -47.3% | -28.1% | -19.2% | -38.5% |
| 3M | -30.6% | -20.0% | -10.6% | -26.3% |
| 6M | +13.7% | -0.1% | +13.8% | +9.9% |
| YTD | +272.1% | +29.2% | +242.9% | +206.3% |
| 1Y | +475.1% | +36.6% | +438.5% | +350.8% |
| All | +475.1% | +33.5% | +441.6% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling